0.05Open0.09Pre Close23 Volume110 Open Interest2095.00Strike Price115.00Turnover68.33%IV3.23%PremiumJul 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0061Delta0.0007Gamma40589.47Leverage Ratio-1.7688Theta0.0000Rho246.70Eff Leverage0.0065Vega